-33.9%
KWEB vs ROP
+10.1%
-44.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.9% | +0.5% | +4.3% |
| 7D | +5.8% | +11.7% | -5.9% | +5.4% |
| 30D | -1.0% | +35.5% | -36.4% | -2.1% |
| 3M | -15.8% | +25.3% | -41.1% | -16.5% |
| 6M | -14.9% | +38.9% | -53.8% | -15.8% |
| YTD | -28.6% | +11.4% | -39.9% | -30.7% |
| 1Y | -33.9% | +10.3% | -44.3% | -35.9% |
| All | -33.9% | +10.1% | -44.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling